mathiswellmann Goto Github PK

awesome-quant-1

A curated list of insanely awesome libraries, packages and resources for Quants (Quantitative Finance)

binance-rs

Rust Library for the Binance API

cosyne

Cooperative Synapse Neuro Evolution in Rust

cudarc

Safe rust wrapper around CUDA toolkit

d-ratio

D ratio is a performance metric to analyse the efficiency of algorithms that predict asset return or asset prices

fluffy-penguin

Implementation of the ENT2 neuro-evolutive genetic algorithm in Rust (because both are awesome =] )

forust

A lightweight gradient boosted decision tree package.

fpdec.rs

Fast implementation of Decimal fixed-point arithmetics

genevo

Execute genetic algorithm (GA) simulations in a customizable and extensible way.

go_ehlers_indicators

A collection of John Ehlers technical analysis indicators / Filters written in pure go, with links to original papers

go_timeseries_generator

Generate common timeseries using Go. Used mostly for testing filter functions or other technical analysis indicators

go_trade_aggregation

Convert trade data into candles using different advanced aggregation methods such as volume, time and more

gource_all_repos

Create a `gource` visualization for all repos in a directory

gym-rs

OpenAI's Gym written in pure Rust for blazingly fast performance

keylogger

Register various user actions - keystrokes on the computer keyboard, movements and mouse keystrokes

lfest-rs

Leveraged Futures Exchange for Simulated Trading

liberland_node

mathiswellmann

matrix_profile

Computes a euclidean distance of a sliding window to a reference window.

nix-direnv

A fast, persistent use_nix/use_flake implementation for direnv [maintainer=@Mic92 / @bbenne10]

nixos-config

NixOS configs for all my systems

penrose-personal

My linux desktop environment using custom penrose tiling window manager and mostly rust software

petal-decomposition

Matrix decomposition algorithms including PCA (principal component analysis) and ICA (independent component analysis)

questdb-rs

QuestDB connector for Rust

reservoir_computer

Reservoir Computers on CPU

rust-ordered-float

simd-euclidean

Calculation of euclidean distance between vectors with additional z-score normalization, with SIMD

sliding_features-rs

Modular, chainable sliding windows with various signal processing functions such as normalization, RSI, ROC and other technical indicators.

sonnerie

A simple timeseries database

substrate

Substrate: The platform for blockchain innovators